Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47480.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46082.56 Kr¶

PnL: ---------------------------------------> -806.01 Kr¶

DD now: ---------------------------------> -2.363 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:03:37.905291'

Anic Portfolio¶

Today¶

Return: 0.361 %¶

This Week¶

Return: -0.902 %¶

Total¶

Return: 55.439 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.510000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 -2.020000 774.800000 101.800000 15.130000 673.000000
Nordea Bank Abp 29 0.820000 3511.900000 57.900000 1.680000 3453.999992
SAAB B 8 -0.490000 3426.400000 49.400000 1.460000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.210000 394.500000 39.500000 11.130000 355.000000
Intrum 4 2.500000 558.400000 31.400000 5.960000 527.000000
Corem Property Group B 59 1.580000 608.290000 31.290000 5.420000 576.999999
Resurs Holding 22 0.930000 599.280000 25.280000 4.400000 573.999998
Boozt 12 0.140000 1674.000000 20.000000 1.210000 1653.999996
AcadeMedia 12 -0.710000 574.560000 17.560000 3.150000 557.000004
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.780000 580.350000 16.350000 2.900000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.060000 582.240000 12.240000 2.150000 570.000000
Creaspac SPAC 6 0.410000 583.200000 6.200000 1.070000 577.000002
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.080000 4.080000 1.660000 246.000000
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 0.870000 554.000000 -20.000000 -3.480000 574.000000
CTEK 13 -3.530000 511.940000 -22.060000 -4.130000 533.999999
International Petroleum Corp. 5 2.900000 568.000000 -26.570000 -4.470000 594.565215
Essity A 4 1.280000 1112.000000 -37.000000 -3.220000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.190000 2808.000000 -163.000000 -5.490000 2971.000006
OX2 18 -0.380000 1413.000000 -251.000000 -15.080000 1663.999992
Axfood 13 0.490000 3485.300000 -270.700000 -7.210000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46082.560000 -806.010000 -2.36344% 46888.564618

Updated:¶

'2023-01-27 10:03:50.875282'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶